What is the support of a continuous random variable?

  • The highest and lowest value of the variable
  • The mean value of the distribution
  • The set of values that have non-zero probability
  • The variance of the distribution
The support of a random variable is the set of values in the range of the variable that have non-zero probability. For a continuous random variable, it's the set of values over which the probability density function is non-zero.
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